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PD vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PD and MO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PD vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PagerDuty, Inc. (PD) and Altria Group, Inc. (MO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PD:

-0.56

MO:

2.18

Sortino Ratio

PD:

-0.66

MO:

3.26

Omega Ratio

PD:

0.92

MO:

1.43

Calmar Ratio

PD:

-0.35

MO:

4.39

Martin Ratio

PD:

-1.31

MO:

10.26

Ulcer Index

PD:

20.19%

MO:

4.40%

Daily Std Dev

PD:

44.20%

MO:

19.34%

Max Drawdown

PD:

-77.57%

MO:

-57.39%

Current Drawdown

PD:

-75.07%

MO:

-0.46%

Fundamentals

Market Cap

PD:

$1.32B

MO:

$102.13B

EPS

PD:

-$0.40

MO:

$5.96

PS Ratio

PD:

2.77

MO:

5.04

PB Ratio

PD:

9.05

MO:

27.30

Total Revenue (TTM)

PD:

$356.33M

MO:

$20.25B

Gross Profit (TTM)

PD:

$296.01M

MO:

$14.34B

EBITDA (TTM)

PD:

-$3.52M

MO:

$14.03B

Returns By Period

In the year-to-date period, PD achieves a -21.69% return, which is significantly lower than MO's 18.04% return.


PD

YTD

-21.69%

1M

-7.56%

6M

-33.95%

1Y

-24.62%

3Y*

-18.09%

5Y*

-12.77%

10Y*

N/A

MO

YTD

18.04%

1M

1.71%

6M

10.04%

1Y

41.76%

3Y*

13.07%

5Y*

17.60%

10Y*

9.16%

*Annualized

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PagerDuty, Inc.

Altria Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PD vs. MO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PD
The Risk-Adjusted Performance Rank of PD is 1919
Overall Rank
The Sharpe Ratio Rank of PD is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of PD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PD is 1212
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9696
Overall Rank
The Sharpe Ratio Rank of MO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9696
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9494
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PD vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagerDuty, Inc. (PD) and Altria Group, Inc. (MO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current PD Sharpe Ratio is -0.56, which is lower than the MO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of PD and MO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PD vs. MO - Dividend Comparison

PD has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 6.66%.


TTM20242023202220212020201920182017201620152014
PD
PagerDuty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.
6.66%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

PD vs. MO - Drawdown Comparison

The maximum PD drawdown since its inception was -77.57%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for PD and MO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PD vs. MO - Volatility Comparison

PagerDuty, Inc. (PD) has a higher volatility of 15.50% compared to Altria Group, Inc. (MO) at 6.60%. This indicates that PD's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PD vs. MO - Financials Comparison

This section allows you to compare key financial metrics between PagerDuty, Inc. and Altria Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
121.45M
4.52B
(PD) Total Revenue
(MO) Total Revenue
Values in USD except per share items